PCA Index Dashboard Examples#
This script was last run at 2024-03-14 20:37:54.050423+00:00 (UTC)
In US/Central Time, this is 2024-03-14 15:37:54.050423-05:00
| High Yield Index OAS | 10Y-2Y Spread | VIX | CP - Treasury Spread, 3m | NASDAQ Ret (transformed) | 10-Year Treasury (transformed) | |
|---|---|---|---|---|---|---|
| DATE | ||||||
| 1997-01-02 | -0.897690 | -0.476285 | 0.085432 | -0.007205 | 0.545913 | 0.254909 |
| 1997-01-03 | -0.885982 | -0.476285 | -0.156334 | 0.008317 | 0.745467 | 0.205760 |
| 1997-01-06 | -0.882079 | -0.476285 | -0.064920 | -0.014966 | 0.778341 | 0.269691 |
| 1997-01-07 | -0.882079 | -0.455454 | -0.129872 | -0.046011 | 0.837960 | 0.383283 |
| 1997-01-08 | -0.893787 | -0.455454 | -0.022821 | -0.084817 | 0.786001 | 0.496484 |
| ... | ... | ... | ... | ... | ... | ... |
| 2024-03-07 | -0.815733 | -1.497026 | -0.720455 | 1.808912 | 1.132807 | -0.250848 |
| 2024-03-08 | -0.819636 | -1.476194 | -0.684370 | 1.871002 | 1.023027 | -0.227859 |
| 2024-03-11 | -0.819636 | -1.497026 | -0.626635 | 1.871002 | 0.924728 | -0.175540 |
| 2024-03-12 | -0.843052 | -1.507441 | -0.792624 | 1.816673 | 1.034751 | 0.037306 |
| 2024-03-13 | -0.862566 | -1.507441 | -0.803449 | 1.762345 | 1.065222 | 0.154233 |
7186 rows × 6 columns
pc1
DATE
1997-01-02 -0.579366
1997-01-03 -0.685582
1997-01-06 -0.668462
1997-01-07 -0.704856
1997-01-08 -0.674499
...
2024-03-07 -1.532035
2024-03-08 -1.511174
2024-03-11 -1.486734
2024-03-12 -1.590547
2024-03-13 -1.612566
Name: PC1, Length: 7186, dtype: float64
# NEW PLOT
dfn['NASDAQ Ret (transformed)'].plot()
<Axes: xlabel='DATE'>
fig = px.line(pc1)
fig.show()